+1,709.6%
GS vs ZBH
+287.8%
+1,421.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.5% |
| 7D | +0.9% | -2.8% | +3.8% | +2.2% |
| 30D | -1.6% | -0.1% | -1.5% | -1.6% |
| 3M | -4.5% | +13.4% | -17.9% | -10.9% |
| 6M | +20.9% | +3.0% | +17.9% | +17.2% |
| YTD | +19.9% | +9.7% | +10.2% | +12.7% |
| 1Y | +41.4% | -5.4% | +46.8% | +40.6% |
| 3Y | +239.2% | -15.6% | +254.7% | +246.8% |
| 5Y | +185.0% | -28.1% | +213.2% | +209.1% |
| 10Y | +655.0% | -15.2% | +670.2% | +610.5% |
| All | +1,709.6% | +287.8% | +1,421.7% | +772.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ZBH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling